Both were very influential presidents, determining the social and economic policy of the country way past their times as presidents.
Both started their mandates in times of economic crisis, and both were able to overcome those economic crisis during their administrations.
Three differences:
The first difference is simply the fact that Roosevelt was a democrat and Reagan was a republican.
A second difference is that Franklin D. Roosevelt supported a more interventionist, Keynesian approach to economic policy, while Reagan was more in favor of a less interventionist, more free-market oriented approach.
A third difference is that Roosevelt had to face a much more difficult foreign policy challenge, World War II, while Reagan did not have to face as much of a challenge, although he did perform well in the Cold War, and without a doubt contributed to the final demise of the Soviet Union in 1991, three years after his second administration ended.